Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.189781 | 1.5534 | 0.062517 |
2 | 0.132304 | 1.083 | 0.141356 |
3 | 0.141837 | 1.161 | 0.124884 |
4 | -0.183817 | -1.5046 | 0.068563 |
5 | -0.003948 | -0.0323 | 0.487158 |
6 | -0.073902 | -0.6049 | 0.273639 |
7 | -0.057234 | -0.4685 | 0.320481 |
8 | -0.065338 | -0.5348 | 0.297273 |
9 | 0.015507 | 0.1269 | 0.449688 |
10 | 0.022253 | 0.1821 | 0.428008 |
11 | 0.086568 | 0.7086 | 0.240518 |
12 | 0.177692 | 1.4545 | 0.075243 |
13 | 0.029909 | 0.2448 | 0.403674 |
14 | -0.034214 | -0.2801 | 0.390149 |
15 | -0.009241 | -0.0756 | 0.469965 |
16 | -0.064106 | -0.5247 | 0.300751 |
17 | -0.04218 | -0.3453 | 0.36549 |
18 | -0.023966 | -0.1962 | 0.422537 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.189781 | 1.5534 | 0.062517 |
2 | 0.099884 | 0.8176 | 0.208245 |
3 | 0.105075 | 0.8601 | 0.196407 |
4 | -0.251464 | -2.0583 | 0.021726 |
5 | 0.050131 | 0.4103 | 0.341432 |
6 | -0.057267 | -0.4687 | 0.320385 |
7 | 0.027566 | 0.2256 | 0.411085 |
8 | -0.114163 | -0.9345 | 0.176711 |
9 | 0.093092 | 0.762 | 0.224371 |
10 | -0.008887 | -0.0727 | 0.471115 |
11 | 0.114583 | 0.9379 | 0.175833 |
12 | 0.091857 | 0.7519 | 0.227377 |
13 | -0.018832 | -0.1541 | 0.438979 |
14 | -0.11937 | -0.9771 | 0.166022 |
15 | 0.022267 | 0.1823 | 0.427963 |
16 | -0.001587 | -0.013 | 0.494836 |
17 | 0.001811 | 0.0148 | 0.494109 |
18 | -0.033446 | -0.2738 | 0.392553 |